LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (Q5696845): Difference between revisions
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Latest revision as of 10:07, 30 July 2024
scientific article; zbMATH DE number 2216227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES |
scientific article; zbMATH DE number 2216227 |
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LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES (English)
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19 October 2005
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fractional integration
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long memory
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Monte Carlo simulations
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stock market
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